Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the literature, from simple ones expressing local properties to more involved ones exploiting image redundancy at a non-local scale. In a departure from explicit modelling, several recent works have proposed and studied the use of implicit priors defined by an image denoising algorithm. This approach, commonly known as Plug & Play (PnP) regularisation, can deliver remarkably accurate results, particularly when combined with state-of-the-art denoisers based on convolutional neural networks. However, the theoretical analysis of PnP Bayesian models and algorithms is difficult and works on the topic often rely on unrealistic assumptions on the properties of the image denoiser. This papers studies maximum-a-posteriori (MAP) estimation for Bayesian models with PnP priors. We first consider questions related to existence, stability and well-posedness, and then present a convergence proof for MAP computation by PnP stochastic gradient descent (PnP-SGD) under realistic assumptions on the denoiser used. We report a range of imaging experiments demonstrating PnP-SGD as well as comparisons with other PnP schemes.
The Plug-and-Play (PnP) framework makes it possible to integrate advanced image denoising priors into optimization algorithms, to efficiently solve a variety of image restoration tasks generally formulated as Maximum A Posteriori (MAP) estimation problems. The Plug-and-Play alternating direction method of multipliers (ADMM) and the Regularization by Denoising (RED) algorithms are two examples of such methods that made a breakthrough in image restoration. However, while the former method only applies to proximal algorithms, it has recently been shown that there exists no regularization that exp…
Plug-and-Play methods constitute a class of iterative algorithms for imaging problems where regularization is performed by an off-the-shelf denoiser. Although Plug-and-Play methods can lead to tremendous visual performance for various image problems, the few existing convergence guarantees are based on unrealistic (or suboptimal) hypotheses on the denoiser, or limited to strongly convex data terms. In this work, we propose a new type of Plug-and-Play methods, based on half-quadratic splitting, for which the denoiser is realized as a gradient descent step on a functional parameterized by a deep…
Centre Suisse d’Electronique et de Microtechnique (CSEM)（瑞士电子与微技术中心（CSEM））；School of Computer and Communication Sciences, École Polytechnique Fédérale de Lausanne (EPFL)（洛桑联邦理工学院（EPFL）计算机与通信科学学院）
Plug-and-play denoisers can be used to perform generic image restoration tasks independent of the degradation type. These methods build on the fact that the Maximum a Posteriori (MAP) optimization can be solved using smaller sub-problems, including a MAP denoising optimization. We present the first end-to-end approach to MAP estimation for image denoising using deep neural networks. We show that our method is guaranteed to minimize the MAP denoising objective, which is then used in an optimization algorithm for generic image restoration. We provide theoretical analysis of our approach and show…
The Plug-and-Play (PnP) ADMM algorithm is a powerful image restoration framework that allows advanced image denoising priors to be integrated into physical forward models to generate high quality image restoration results. However, despite the enormous number of applications and several theoretical studies trying to prove the convergence by leveraging tools in convex analysis, very little is known about why the algorithm is doing so well. The goal of this paper is to fill the gap by discussing the performance of PnP ADMM. By restricting the denoisers to the class of graph filters under a linea…
King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）
We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and the objective function. Since the problem has unbounded domain, the objective function is neither smooth nor it has bounded gradients. However, one can still approach the problem using the notion of relative smoothness, obtaining that the stochastic objective is 1-relative smooth. The discovered equivalence allows us to propose 1) new methods for optimal trans…
Plug-and-Play (PnP) methods solve ill-posed inverse problems through iterative proximal algorithms by replacing a proximal operator by a denoising operation. When applied with deep neural network denoisers, these methods have shown state-of-the-art visual performance for image restoration problems. However, their theoretical convergence analysis is still incomplete. Most of the existing convergence results consider nonexpansive denoisers, which is non-realistic, or limit their analysis to strongly convex data-fidelity terms in the inverse problem to solve. Recently, it was proposed to train th…
Mila；Université de Montreal（蒙特利尔大学）；University of British Columbia（不列颠哥伦比亚大学）；Samsung（三星）；SAIT AI Lab（SAIT AI实验室）
We consider the problem of upper bounding the expected log-likelihood sub-optimality of the maximum likelihood estimate (MLE), or a conjugate maximum a posteriori (MAP) for an exponential family, in a non-asymptotic way. Surprisingly, we found no general solution to this problem in the literature. In particular, current theories do not hold for a Gaussian or in the interesting few samples regime. After exhibiting various facets of the problem, we show we can interpret the MAP as running stochastic mirror descent (SMD) on the log-likelihood. However, modern convergence results do not apply for …
Statistical Inference for Differentially Private Stochastic Gradient Descent
Center for Data Science, Zhejiang University（浙江大学数据科学中心）；Department of Statistics, Rutgers University（罗格斯大学统计系）；Faculty of Business and Economics, The University of Hong Kong（香港大学商学院）
New Jersey Institute of Technology（新泽西理工学院）；Hong Kong University（香港大学）；New York University School of Medicine（纽约大学医学院）
In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory efficiency. While the asymptotic properties of SGD-based estimators have been established decades ago, statistical inference such as interval estimation remains much unexplored. The traditional resampling method such as the bootstrap is not computationally feasible since it requires to repeatedly draw independent samples from the entire dataset. The plug-in metho…
Department of Statistics, North Carolina State University（北卡罗来纳州立大学统计系）
Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along. Since the decision rule should be updated once per step, an offline update which uses all the historical data is inefficient in computation and storage. To this end, we propose a completely online algorithm that can make decisions and update the decision rule online via stochastic gradient descent. It is not only efficient but also supports all kinds of parametr…
King Abdulllah University of Science and Technology (KAUST)（阿卜杜拉国王科技大学）
Uncertainty quantification is crucial to inverse problems, as it could provide decision-makers with valuable information about the inversion results. For example, seismic inversion is a notoriously ill-posed inverse problem due to the band-limited and noisy nature of seismic data. It is therefore of paramount importance to quantify the uncertainties associated to the inversion process to ease the subsequent interpretation and decision making processes. Within this framework of reference, sampling from a target posterior provides a fundamental approach to quantifying the uncertainty in seismic …
In this work, we propose Regularization-by-Equivariance (REV), a novel structure-adaptive regularization scheme for solving imaging inverse problems under incomplete measurements. This regularization scheme utilizes the equivariant structure in the physics of the measurements -- which is prevalent in many inverse problems such as tomographic image reconstruction -- to mitigate the ill-poseness of the inverse problem. Our proposed scheme can be applied in a plug-and-play manner alongside with any classic first-order optimization algorithm such as the accelerated gradient descent/FISTA for simpl…
Leiden University（莱顿大学）；Poznań University of Technology（波兹南理工大学）
A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative approach of putting Exponential Weights (EW) first. We show that many standard methods and their regret bounds then follow as a special case by plugging in suitable surrogate losses and playing the EW posterior mean. For instance, we easily recover Online Gradient Descent by using EW with a Gaussian prior on linearized losses, and, more generally, all instances…
Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie
University of Oxford（牛津大学）；Institut Universitaire de France（法国大学研究院）；Heriot-Watt University（赫瑞瓦特大学）；Maxwell Institute for Mathematical Sciences（麦克斯韦数学科学研究所）
本文针对贝叶斯成像中 Plug & Play (PnP) 先验方法缺乏收敛证明的问题，提出了两种可证明收敛的算法 PnP-ULA 和 PnP-SGD，并建立了详细的收敛保证，适用于图像去模糊、修复和去噪等任务。
TAckling the Underspecified, Université Paris Sud（TAckling the Underspecified, 巴黎南大学）；Facebook Artificial Intelligence Research（Facebook人工智能研究）
Hyperparameter tuning is a bothersome step in the training of deep learning models. One of the most sensitive hyperparameters is the learning rate of the gradient descent. We present the 'All Learning Rates At Once' (Alrao) optimization method for neural networks: each unit or feature in the network gets its own learning rate sampled from a random distribution spanning several orders of magnitude. This comes at practically no computational cost. Perhaps surprisingly, stochastic gradient descent (SGD) with Alrao performs close to SGD with an optimally tuned learning rate, for various architectu…
McCombs School of Business（麦克库姆斯商学院）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
We propose Lomax delegate racing (LDR) to explicitly model the mechanism of survival under competing risks and to interpret how the covariates accelerate or decelerate the time to event. LDR explains non-monotonic covariate effects by racing a potentially infinite number of sub-risks, and consequently relaxes the ubiquitous proportional-hazards assumption which may be too restrictive. Moreover, LDR is naturally able to model not only censoring, but also missing event times or event types. For inference, we develop a Gibbs sampler under data augmentation for moderately sized data, along with a …
McCombs School of Business（麦库姆斯商学院）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PBDN is the development of a special infinite-wide single-hidden-layer neural network, whose number of active hidden units can be inferred from the data. The other one is the construction of a greedy layer-wise learning algorithm that uses a forward model selection criterion to det…
Steering the Noise: Turning Random Perturbations into Effective Descent for Memory-Efficient LLM Fine-Tuning
School of Intelligence Science and Technology（智能科学与技术学院）；Institute for Artificial Intelligence（人工智能研究院）；Peking University（北京大学）；State Key Laboratory of General Artificial Intelligence（通用人工智能国家重点实验室）
We consider estimation of worker skills from worker-task interaction data (with unknown labels) for the single-coin crowd-sourcing binary classification model in symmetric noise. We define the (worker) interaction graph whose nodes are workers and an edge between two nodes indicates whether or not the two workers participated in a common task. We show that skills are asymptotically identifiable if and only if an appropriate limiting version of the interaction graph is irreducible and has odd-cycles. We then formulate a weighted rank-one optimization problem to estimate skills based on observat…
Department of Computer Science（计算机科学系）；DisneyResearch|Studios（迪士尼研究院|工作室）；ETH Zurich（苏黎世联邦理工学院）
Image restoration has seen great progress in the last years thanks to the advances in deep neural networks. Most of these existing techniques are trained using full supervision with suitable image pairs to tackle a specific degradation. However, in a blind setting with unknown degradations this is not possible and a good prior remains crucial. Recently, neural network based approaches have been proposed to model such priors by leveraging either denoising autoencoders or the implicit regularization captured by the neural network structure itself. In contrast to this, we propose using normalizin…
London School of Economics（伦敦政治经济学院）；KAIST（韩国科学技术院）
In this paper, we study a popular method for inference of the Bradley-Terry model parameters, namely the MM algorithm, for maximum likelihood estimation and maximum a posteriori probability estimation. This class of models includes the Bradley-Terry model of paired comparisons, the Rao-Kupper model of paired comparisons allowing for tie outcomes, the Luce choice model, and the Plackett-Luce ranking model. We establish tight characterizations of the convergence rate for the MM algorithm, and show that it is essentially equivalent to that of a gradient descent algorithm. For the maximum likeliho…
VERSES AI Research Lab（VERSES AI研究实验室）；School of Engineering and Informatics, University of Sussex（萨塞克斯大学工程与信息学院）；Max Planck Institute of Animal Behavior（马克斯·普朗克动物行为研究所）；Duke University（杜克大学）
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）；Center for Excellence in Animal Evolution and Genetics, Chinese Academy of Sciences（中国科学院动物进化与遗传前沿交叉卓越创新中心）；Yunnan University（云南大学）
Matrix decomposition is one of the fundamental tools to discover knowledge from big data generated by modern applications. However, it is still inefficient or infeasible to process very big data using such a method in a single machine. Moreover, big data are often distributedly collected and stored on different machines. Thus, such data generally bear strong heterogeneous noise. It is essential and useful to develop distributed matrix decomposition for big data analytics. Such a method should scale up well, model the heterogeneous noise, and address the communication issue in a distributed sys…
Factored Levenberg-Marquardt for Diffeomorphic Image Registration: An efficient optimizer for FireANTs
Department of Computer and Information Science（计算机与信息科学系）；University of Pennsylvania（宾夕法尼亚大学）；Department of Electrical and Systems Engineering（电气与系统工程系）；Department of Radiology & Penn Image Computing and Science Laboratory (PICSL)（放射科及宾夕法尼亚大学图像计算与科学实验室（PICSL））；Perelman School of Medicine, University of Pennsylvania（佩尔曼医学学院，宾夕法尼亚大学）
Department of Applied Mathematics and Theoretical Physics, University of Cambridge（应用数学与理论物理系，剑桥大学）；Department of Mathematical Sciences, Norwegian University of Science and Technology (NTNU)（数学科学系，挪威科学技术大学（NTNU））；Department of Mathematics, Simon Fraser University（数学系，西蒙·弗雷泽大学）
NTT Communication Science Laboratories（NTT通信科学实验室）
We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates prior distributions of factorized matrices of the given matrix. The neural network is meta-learned such that the expected imputation error is minimized when the factorized matrices are adapted to each matrix by a maximum a posteriori (MAP) estimation. We use a gradient descent method for the MAP estimation, which enables us to backpropagate the expected imputa…
